//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric theory"
~isPartOf:"Journal of multinational financial management"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"ARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
USA
ARCH model
98
ARCH-Modell
98
Theorie
40
Theory
40
Estimation theory
35
Schätztheorie
35
Volatility
16
Volatilität
16
United States
13
Time series analysis
11
Zeitreihenanalyse
11
Capital income
10
Kapitaleinkommen
10
Aktienmarkt
9
Stock market
9
Börsenkurs
7
Share price
7
Estimation
6
Heteroscedasticity
6
Heteroskedastizität
6
Schätzung
6
Correlation
5
Exchange rate
5
Korrelation
5
Multivariate Analyse
5
Multivariate analysis
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Wechselkurs
5
Welt
5
World
5
Devisenmarkt
4
Foreign exchange market
4
Markov chain
4
Markov-Kette
4
Spillover effect
4
Spillover-Effekt
4
Bank
3
Maximum likelihood estimation
3
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Tai, Chu-sheng
2
Ajmi, Ahdi Noomen
1
Bahloul, Walid
1
Bouri, Abdelfettah
1
Bouri, Elie
1
Chan-Lau, Jorge A.
1
Daugherty, Mary Schmid
1
Faff, Robert W.
1
Feng, Yuanhua
1
Fermanian, Jean-David
1
Gupta, Rangan
1
Ivaschenko, Iryna V.
1
Jithendranathan, Thadavillil
1
Kim, Suk-Joong
1
Kollias, Chrēstos
1
Kutan, Ali Mustafa
1
MacDonald, Ronald
1
McKenzie, Michael D.
1
Mokni, Khaled
1
Papadamou, Stephanos
1
Poignard, Benjamin
1
Tachibana, Minoru
1
Wohar, Mark E.
1
Xuan Vinh Vo
1
Zhou, Haigang
1
more ...
less ...
Published in...
All
Econometric theory
Journal of multinational financial management
The journal of futures markets
29
Journal of empirical finance
19
Energy economics
17
Journal of banking & finance
17
Applied economics
16
Journal of international financial markets, institutions & money
16
Economic modelling
15
Applied financial economics
14
Economics letters
14
International review of financial analysis
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometric Institute research papers
10
Working paper
10
International review of economics & finance : IREF
9
Journal of applied econometrics
9
Journal of economics and finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Discussion paper / Tinbergen Institute
8
CFS working paper series
7
CORE discussion paper : DP
7
International journal of forecasting
7
The European journal of finance
7
The journal of real estate finance and economics
7
Working papers / University of Connecticut, Department of Economics
7
Econometric reviews
6
Global finance journal
6
Journal of econometrics
6
Journal of international money and finance
6
Journal of risk and financial management : JRFM
6
Research in international business and finance
6
Southern economic journal
6
International Journal of Energy Economics and Policy : IJEEP
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Pacific-Basin finance journal
5
SFB 649 discussion paper
5
Applied economics letters
4
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Economic policy uncertainty and the Bitcoin-US stock nexus
Mokni, Khaled
;
Ajmi, Ahdi Noomen
;
Bouri, Elie
;
Xuan Vinh Vo
- In:
Journal of multinational financial management
57/58
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012597164
Saved in:
2
Dynamic asset correlations based on vines
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric theory
35
(
2019
)
1
,
pp. 167-197
Persistent link: https://www.econbiz.de/10012146127
Saved in:
3
Relationship between stock and currency markets conditional on the US stock returns : a vine copula approach
Tachibana, Minoru
- In:
Journal of multinational financial management
46
(
2018
),
pp. 75-106
Persistent link: https://www.econbiz.de/10012055790
Saved in:
4
News implied volatility and the stock-bond nexus : evidence from historical data for the USA and the UK markets
Gupta, Rangan
;
Kollias, Chrēstos
;
Papadamou, Stephanos
; …
- In:
Journal of multinational financial management
47/48
(
2018
),
pp. 76-90
Persistent link: https://www.econbiz.de/10012055815
Saved in:
5
The impact of investor sentiment on returns and conditional volatility in U.S. futures markets
Bahloul, Walid
;
Bouri, Abdelfettah
- In:
Journal of multinational financial management
36
(
2016
),
pp. 89-102
Persistent link: https://www.econbiz.de/10011720135
Saved in:
6
A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy
Daugherty, Mary Schmid
;
Jithendranathan, Thadavillil
- In:
Journal of multinational financial management
32/33
(
2015
),
pp. 95-115
Persistent link: https://www.econbiz.de/10011540118
Saved in:
7
Determinants of returns and volatility of Chinese ADRs at NYSE
Kutan, Ali Mustafa
;
Zhou, Haigang
- In:
Journal of multinational financial management
16
(
2006
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003280994
Saved in:
8
Asymmetric currency exposure of US bank stock returns
Tai, Chu-sheng
- In:
Journal of multinational financial management
15
(
2005
)
4/5
,
pp. 455-472
Persistent link: https://www.econbiz.de/10003103256
Saved in:
9
Macroeconomic news announcements and the role of expectations : evidence for US bond, stock and foreign exchange markets
Kim, Suk-Joong
;
McKenzie, Michael D.
;
Faff, Robert W.
- In:
Journal of multinational financial management
14
(
2004
)
3
,
pp. 217-232
Persistent link: https://www.econbiz.de/10002539268
Saved in:
10
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->